-43.0%
KHC vs DLTR
+56.2%
-99.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +1.1% |
| 7D | -2.2% | -5.8% | +3.6% | -1.3% |
| 30D | -0.1% | -5.2% | +5.2% | +0.7% |
| 3M | +8.3% | +15.2% | -6.8% | +5.7% |
| 6M | +5.0% | +7.1% | -2.2% | +3.1% |
| YTD | +8.0% | +0.8% | +7.2% | +6.9% |
| 1Y | -1.1% | +24.8% | -25.9% | -5.8% |
| 3Y | -10.7% | +6.9% | -17.6% | -14.8% |
| 5Y | -13.5% | +33.2% | -46.8% | -25.2% |
| 10Y | -55.4% | +51.6% | -107.0% | -64.9% |
| All | -43.0% | +56.2% | -99.2% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DLTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling